+904.6%
ITOT vs EXPD
+1,167.6%
-263.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | +0.1% | -1.1% | +1.2% | +0.5% |
| 30D | 0.0% | +4.1% | -4.1% | -1.6% |
| 3M | +2.0% | +17.9% | -16.0% | -4.8% |
| 6M | +13.0% | +29.2% | -16.2% | +1.3% |
| YTD | +14.0% | +27.4% | -13.4% | +1.9% |
| 1Y | +19.9% | +56.8% | -36.9% | -2.1% |
| 3Y | +75.8% | +68.0% | +7.8% | +37.2% |
| 5Y | +73.8% | +61.9% | +12.0% | +35.1% |
| 10Y | +295.9% | +316.0% | -20.1% | +107.0% |
| All | +904.6% | +1,167.6% | -263.0% | +238.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXPD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling